posted on 2021-01-15, 16:00authored byBengt Lindberg
For a general statistical motivation of the numerical problem and further analysis of the method of moving averages, see Hoem (1978) and Linnemann (1979, 1980). This paper deals solely with the practical computer implementation of the problem suggested to the present author by Jan M. Hoem.
Funding
Stockholm University
History
ISSN
2002-617X
Original title
A numerical algorithm of the calculation of coefficients in moving averages